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In the novel domain of data warehouse systems, software engineers are required to define a solution that integrates with a number of heterogeneous sources to extract, transform and aggregate data, as well as to offer flexibility to run adhoc queries that retrieve analytic information. Moreover, these activities should be performed based on a concise dimensional schema. This intricate process with its particular multidimensionality claims for a requirements engineering approach to aid the precise definition of data warehouse applications. We adapt the traditional requirements engineering process and propose DWARF, a data warehouse requirements definition method. A case study demonstrates how the method has been successfully applied in the company wise development of a large-scale data warehouse system that stores hundreds of gigabytes of strategic data for the Brazilian Federal Revenue Service.